◆ Autonomous Worker
Aggregates the HQLA stock and net cash outflows across every entity and currency, computes LCR and NSFR with full lineage, and attributes the drivers when the ratio moves. Emits a continuously-reviewed liquidity pack with the drivers attached.
Memory
Working Today's HQLA, outflow and inflow components and the computed ratios.
Episodic The ratio trend and prior driver explanations.
Semantic LCR/NSFR rules (Basel III), HQLA eligibility, run-off assumptions.
Store Liquidity data warehouse + lineage store
Orchestration
pipeline MCP
Harness · Managed Agents … sandboxed code execution; deterministic runs with full data lineage.
Tools
{ } Treasury + cash systems API ›_ Ratio calculation engine Code exec { } Regulatory reporting platform API ⇄ Treasury oversight-agent review A2A
Evals & guardrails
- Reconciliation against the prior official submission; breaks investigated before sign-off.
- Ratio breaches of the internal buffer escalate immediately.
- Calculation logic model-risk validated; immutable lineage to source.
Frontier edge
- ▲World-model simulation of funding paths: projects the LCR forward under a deposit-flight or a frozen-market scenario, so the treasury agent sees tomorrow's ratio, not just today's.
- ▲Confidential compute: aggregates HQLA and outflows across entities inside a secure enclave, keeping per-entity balances private to their jurisdiction.
- ▲Causal driver attribution pins each ratio move to the specific flow that caused it, rather than just listing what changed.
A sample run
Trigger Daily liquidity run; a large corporate deposit left overnight.
- 1Aggregate HQLA and net outflows across entities and currencies.
- 2Compute LCR / NSFR; attribute the day-on-day move.
- 3Check against the internal buffer and regulatory minimum.
- 4Assemble the liquidity pack with the deposit outflow flagged.
Output LCR at 118% (down 4pts on the deposit run-off), with drivers attributed and a reviewed pack routed to the treasury funding agent.
In numbers
within 1 hr of cut-off
Liquidity pack ready
100%
Lineage coverage
Handoffs
Hands to → Intraday Liquidity Monitor
Across ⇢ Treasury for funding actions⇢ Compliance … Regulatory Reporting for submission